How is traded & available volume represented within the PRO Historical Data files?

You should be aware of the following when interpreting the PRO historical data files.

• For atb/atl vol the value provided in the tuple is absolute - e.g. from the below example, atl":[4.1,4.9] indicates that at a price of 4.1 there's a total available volume of £4.9.
• An update containing '0' volume, indicates that there is no volume available at that price i.e. {"atl":[[4.1,0],[4.2,11.71]],"id":9938916}].
• For a single price point, ‘tv’ is cumulative, so each “trd” update contains the price and cumulative traded volume traded so far at that price.
• The PRO historical data doesn't contain the total cumulative traded volume per runner, only the cumulative amount traded for the runner traded at each price point.
• Traded volume (tv) is calculated as backers stake x 2.  For example, 4.1,"tv":37.64 indicates that a total backers stake of £18.82 has been matched at a price of 4.1/

See example below:

{"op":"mcm","clk":"9702272675","pt":1563905629308,"mc":[{"id":"1.160659053","rc":[{"trd":[[4.1,11.11]],"ltp":4.1,"tv":11.11,"id":9938916},{"atb":[[4.1,9.93]],"id":9938916}],"con":true,"img":false}]}

{"op":"mcm","clk":"9702305064","pt":1563905813250,"mc":[{"id":"1.160659053","rc":[{"trd":[[4.1,31.31]],"ltp":4.1,"tv":31.31,"id":9938916},{"atb":[[4.1,0]],"id":9938916},{"atl":[[4.1,4.9]],"id":9938916}],"con":true,"img":false}]}

{"op":"mcm","clk":"9703398965","pt":1563917405197,"mc":[{"id":"1.160659053","rc":[{"trd":[[4.1,37.64]],"ltp":4.1,"tv":37.64,"id":9938916},{"atl":[[4.1,1.74]],"id":9938916},{"spn":6.6,"spf":1.0,"id":11110173}],"con":true,"img":false}]}

The runner tv (“tv”) represents the cumulative traded amount at the last price traded (ltp) or cumulative amount of all ‘trd’ amounts in the update if multiple prices are included.

See example below showing the same selection as above and containing another trd update at the price 4.1 as well as at 4.2.

{"op":"mcm","clk":"9703552302","pt":1563920341748,"mc":[{"id":"1.160659053","rc":[{"trd":[[4.2,2.38],[4.1,41.12]],"ltp":4.2,"tv":43.5,"id":9938916},{"atl":[[4.1,0],[4.2,11.71]],"id":9938916}],

• Some traded volume updates ('trd') are sent due to changes in the underlying foreign currency exchange rates.  This is due to a trade involving two different currencies.  Currency fluctuations may result in a new traded update being sent for a nominal amount, and can also result in a decrease in the initial reported traded amount.